+103.7%
KR vs USFD
+329.0%
-225.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | -3.0% | +4.5% | +1.7% |
| 30D | +4.1% | +3.5% | +0.5% | +3.8% |
| 3M | -5.2% | +26.6% | -31.8% | -6.6% |
| 6M | -12.8% | +11.7% | -24.5% | -13.4% |
| YTD | -4.6% | +38.1% | -42.7% | -6.6% |
| 1Y | -11.7% | +33.4% | -45.1% | -13.4% |
| 3Y | +36.3% | +155.8% | -119.6% | +28.8% |
| 5Y | +40.0% | +214.0% | -174.1% | +30.4% |
| 10Y | +122.2% | +320.4% | -198.2% | +100.4% |
| All | +103.7% | +329.0% | -225.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling